[wiley series in probability and statistics] discriminant analysis and statistical pattern...

WILEY SERIES IN PROBABILITY AND STATISTICS ESTABLISHED BY WALTER A. SHEWHART AND SAMUEL s. WILKS

Editors: DavidJ. Balding, Noel A. C, Cressie, Nicholas I . Fisher, Iain M. Johnstone, J. B. Kadane, Geert Molenberghs. Louise M. Ryan, David W. Scott, Adrian F. M. Smith, Jozef L. Teugels Editors Emeriti: Vic Barnett, J. Stuart Hunter, David G. Kendall

The Wiley Series in Probabifiq andStotisdcs is well established and authoritative. It covers many topics of current research interest in both pure and applied statistics and probability theory. Written by leading statisticians and institutions, the titles span both state-of-the-art developments in the field and classical methods.

Reflecting the wide range of current research in statistics, the series encompasses applied, methodological and theoretical statistics, ranging from applications and new techniques made possible by advances in computerized practice to rigorous treatment of theoretical approaches.

This series provides essential and invaluable reading for all statisticians, whether in aca- demia, industry, government, or research.

ABRAHAM and LEDOLTER * Statistical Methods for Forecasting AGRESTI * Analysis of Ordinal Categorical Data AGRESTI * An Introduction to Categorical Data Analysis AGRESTI * Categorical Data Analysis. Second Edition ALTMAN, GILL, and McDONALD * Numerical Issues in Statistical Computing for the

AMARATUNGA and CABRERA a Exploration and Analysis of DNA Microarray and

ANDBL . Mathematics of Chance ANDERSON * An Introduction to Multivariate Statistical Analysis, Third Edition

ANDERSON, AUQUIER, HAUCK, OAKES, VANDAELE, and WEISBERG *

ANDERSON and LOYNES * The Teaching of Practical Statistics ARMITAGE and DAVID (editors) * Advances in Biometry ARNOLD, BALAKRISHNAN, and NAGARAJA Records

Social Scientist

Protein Array Data

*ANDERSON - The Statistical Analysis of Time Series

Statistical Methods for Comparative Studies

*ARTHANARI and DODGE - Mathematical Programming in Statistics *BAILEY * The Elements of Stochastic Processes with Applications to the Natural

Sciences BALAKRISHNAN and KOUTRAS * Runs and Scans with Applications BARNETT - Comparative Statistical Inference, Third Edition BARNETT and LEWIS - Outliers in Statistical Data, Third Edition BARTOSZYNSKI and NIEWIADOMSKA-BUGAJ - Probability and Statistical Inference BASILEVSKY * Statistical Factor Analysis and Related Methods: Theory and

BASU and RIGDON * Statistical Methods for the Reliability of Repairable Systems BATES and WAITS . Nonlinear Regression Analysis and Its Applications BECHHOFER, SANTNER, and GOLDSMAN * Design and Analysis of Experiments for

BELSLEY . Conditioning Diagnostics: Collinearity and Weak Data in Regression

Applications

Statistical Selection, Screening, and Multiple Comparisons

*Now available in a lower priced paperback edition in the Wiley Classics Library.

Discriminant Analysis and Statistical Pattern Recognition. Geoffrey J. McLachlan Copyright 0 1992 John Wiley & Sons, Inc.

ISBN:0-471-61531-5

* BELSLEY, KUH, and WELSCH - Regression Diagnostics: Identifying Influential

BENDAT and PIERSOL . Random Data: Analysis and Measurement Procedures,

BERRY, CHALONER, and GEWEKE . Bayesian Analysis in Statistics and

BERNARD0 and SMITH . Bayesian Theory BHAT and MILLER . Elements of Applied Stochastic Processes, Third Edition BHATTACHARYA and WAYMIRE . Stochastic Processes with Applications BILLINGSLEY . Convergence of Probability Measures, Second Edition BILLINGSLEY . Probability and Measure, Third Edition BIRKES and DODGE . Alternative Methods of Regression BLISCHKE AND MURTHY (editors). Case Studies in Reliability and Maintenance BLISCHKE AND MURTHY . Reliability: Modeling, Prediction, and Optimization BLOOMFIELD Fourier Analysis of Time Series: An Introduction, Second Edition BOLLEN - Structural Equations with Latent Variables BOROVKOV * Ergodicity and Stability of Stochastic Processes BOULEAU . Numerical Methods for Stochastic Processes BOX * Bayesian Inference in Statistical Analysis BOX . R. A. Fisher, the Life of a Scientist BOX and DRAPER . Empirical Model-Building and Response Surfaces

Data and Sources of Collinearity

Third Edition

Econometrics: Essays in Honor of Arnold Zellner

*BOX and DRAPER. Evolutionary Operation: A Statistical Method for Process Improvement

Design, Data Analysis, and Model Building BOX, HUNTER, and HUNTER * Statistics for Experimenters: An Introduction to

BOX and LUCERO * Statistical Control by Monitoring and Feedback Adjustment BRANDIMARTE . Numerical Methods in Finance: A MATLAB-Based Introduction BROWN and HOLLANDER . Statistics: A Biomedical Introduction BRUNNER, DOMHOF, and LANGER . Nonparametric Analysis of Longitudinal Data in

BUCKLEW . Large Deviation Techniques in Decision, Simulation, and Estimation CAIROLI and DALANG - Sequential Stochastic Optimization CHAN * Time Series: Applications to Finance CHATTERJEE and HAD1 * Sensitivity Analysis in Linear Regression CHATTERJEE and PRICE * Regression Analysis by Example, Third Edition CHERNICK * Bootstrap Methods: A Practitioner’s Guide CHERNICK and FRllS - Introductory Biostatistics for the Health Sciences CHILI% and DELFINER . Geostatistics: Modeling Spatial Uncertainty CHOW and LlU . Design and Analysis of Clinical Trials: Concepts and Methodologies,

CLARKE and DISNEY * Probability and Random Processes: A First Course with

Factorial Experiments

Second Edition

Applications, Second Edition *COCHRAN and COX * Experimental Designs, Second Edition CONGDON * Applied Bayesian Modelling CONGDON * Bayesian Statistical Modelling CONOVER . Practical Nonparanietric Statistics, Third Edition COOK . Regression Graphics COOK and WEISBERG * Applied Regression Including Computing and Graphics COOK and WEISBERG . An Introduction to Regression Graphics CORNELL . Experiments with Mixtures, Designs, Models, and the Analysis of Mixture

COVER and THOMAS * Elements of Information Theory COX . A Handbook of Introductory Statistical Methods

Data, Third Edition


*COX * Planning of Experiments CRESSIE . Statistics for Spatial Data, Revised Edition CSORGC) and HORVATH * Limit Theorems in Change Point Analysis DANIEL * Applications of Statistics to Industrial Experimentation DANIEL . Biostatistics: A Foundation for Analysis in the Health Sciences, Eighth Edition

*DANIEL . Fitting Equations to Data: Computer Analysis of Multifactor Data, Second Edition

DASU and JOHNSON - Exploratory Data Mining and Data Cleaning DAVID and NAGARAJA Order Statistics, Third Edition

DEL CASTILLO . Statistical Process Adjustment for Quality Control DEMARIS . Regression with Social Data: Modeling Continuous and Limited Response

DEMIDENKO . Mixed Models: Theory and Applications DENISON, HOLMES, MALLICK and SMITH * Bayesian Methods for Nonlinear

DETTE and STUDDEN . The Theory of Canonical Moments with Applications in

DEY and MUKERJEE . Fractional Factorial Plans DILLON and GOLDSTEIN - Multivariate Analysis: Methods and Applications DODGE . Alternative Methods of Regression

*DEGROOT, FIENBERG, and KADANE * Statistics and the Law

Variables

Classification and Regression

Statistics, Probability, and Analysis

*DODGE and ROMlG * Sampling Inspection Tables, Second Edition *DOOB * Stochastic Processes DOWDY, WEARDEN, and CHILKO Statistics for Research, Third Edition DRAPER and SMITH * Applied Regression Analysis, Third Edifion DRYDEN and MARDIA . Statistical Shape Analysis DUDEWICZ and MlSHRA - Modern Mathematical Statistics DUNN and CLARK - Basic Statistics: A Primer for the Biomedical Sciences,

DUPUlS and ELLIS . A Weak Convergence Approach to the Theory of Large Deviations

ENDERS . Applied Econometric Time Series ETHIER and KURT2 - Markov Processes: Characterization and Convergence EVANS. HASTINGS, and PEACOCK Statistical Distributions, Third Edition FELLER . An Introduction to Probability Theory and Its Applications, Volume I,

FISHER and VAN BELLE - Biostatistics: A Methodology for the Health Sciences FITZMAURICE, LAIRD, and WARE - Applied Longitudinal Analysis

FLEES - Statistical Methods for Rates and Proportions, Third Edition FLEMING and HARRINGTON Counting Processes and Survival Analysis FULLER * Introduction to Statistical Time Series, Second Edition FULLER * Measurement Error Models GALLANT * Nonlinear Statistical Models GHOSH. MUKHOPADHYAY, and SEN * Sequential Estimation GIESBRECHT and GUMPERTZ Planning, Construction, and Statistical Analysis of

GlFI . Nonlinear Multivariate Analysis GLASSERMAN and YAO * Monotone Structure in Discrete-Event Systems GNANADESIKAN - Methods for Statistical Data Analysis of Multivariate Observations,

GOLDSTEIN and LEWIS . Assessment: Problems, Development, and Statistical Issues GREENWOOD and NlKULlN A Guide to Chi-Squared Testing

Third Edition

*ELANDT-JOHNSON and JOHNSON * Survival Models and Data Analysis

Third Edition, Revised; Volume 11, Second Edition

*FLEISS 1 The Design and Analysis of Clinical Experiments

Comparative Experiments

Second Edition


GROSS and HARRIS . Fundamentals of Queueing Theory, Third Edifion

HAHN and MEEKER - Statistical Intervals: A Guide for Practitioners HALD * A History of Probability and Statistics and their Applications Before 1750 HALD . A History of Mathematical Statistics from 1750 to 1930 HAMPEL . Robust Statistics: The Approach Based on Influence Functions HANNAN and DEISTLER . The Statistical Theory of Linear Systems HEIBERGER * Computation for the Analysis of Designed Experiments HEDAYAT and SINHA - Design and Inference in Finite Population Sampling HELLER . MACSYMA for Statisticians HINKELMAN and KEMPTHORNE: . Design and Analysis of Experiments, Volume 1 :

Introduction to Experimental Design HOAGLIN, MOSTELLER, and TUKEY . Exploratory Approach to Analysis

of Variance HOAGLIN, MOSTELLER, and TUKEY - Exploring Data Tables, Trends and Shapes

*HAHN and SHAPIRO . Statistical Models in Engineering

*HOAGLIN, MOSTELLER, and TUKEY . Understanding Robust and Exploratory Data Analysis

HOCHBERG and TAMHANE Multiple Comparison Procedures HOCKlNG . Methods and Applications of Linear Models: Regression and the Analysis

of Variance, Second Edition HOEL - Introduction to Mathematical Statistics, Fijlh Edifion HOGG and KLUGMAN . Loss Distributions HOLLANDER and WOLFE - Nonparametric Statistical Methods, Second Edition HOSMER and LEMESHOW * Applied Logistic Regression, Second Edition HOSMER and LEMESHOW * Applied Survival Analysis: Regression Modeling of

HUBER * Robust Statistics HUBERTY . Applied Discriminant Analysis HUNT and KENNEDY . Financial Derivatives in Theory and Practice HUSKOVA, BERAN, and DUPAC . Collected Works of Jaroslav Hajek-

HUZURBAZAR * Flowgraph Models for Multistate Time-to-Event Data IMAN and CONOVER . A Modern Approach to Statistics JACKSON * A User’s Guide to Principle Components JOHN * Statistical Methods in Engineering and Quality Assurance JOHNSON * Multivariate Statistical Simulation JOHNSON and BALAKRISHNAN . Advances in the Theory and Practice of Statistics: A

JOHNSON and BHATTACHARYYA . Statistics: Principles and Methods, F$h Edition JOHNSON and KOTZ . Distributions in Statistics JOHNSON and KOTZ (editors) . Leading Personalities in Statistical Sciences: From the

JOHNSON, KOTZ, and BALAKRISHNAN . Continuous Univariate Distributions,

JOHNSON, KOTZ, and BALAKRISHNAN . Continuous Univariate Distributions,

JOHNSON, KOTZ, and BALAKRISHNAN Discrete Multivariate Distributions JOHNSON, KOTZ, and KEMP * Univariate Discrete Distributions, Second Edition JUDGE, GRIFFITHS, HILL, LQTKEPOHL, and LEE * The Theory and Practice of

JUREC KOVA and SEN . Robust Statistical Procedures: Aymptotics and Interrelations JUREK and MASON . Operator-Limit Distributions in Probability Theory KADANE * Bayesian Methods and Ethics in a Clinical Trial Design

Time to Event Data

with Commentary

Volume in Honor of Samuel Kotz

Seventeenth Century to the Present

Volume I , Second Edition

Volume 2, Second Edition

Ecenometrics, Second Edition


KADANE AND SCHUM - A Probabilistic Analysis of the Sacco and Vanzetti Evidence KALBFLEISCH and PRENTICE * The Statistical Analysis of Failure Time Data, Second

KASS and VOS . Geometrical Foundations of Asymptotic Inference KAUFMAN and ROUSSEEUW * Finding Groups in Data: An Introduction to Cluster

KEDEM and FOKJANOS - Regression Models for Time Series Analysis KENDALL, BARDEN, CARNE, and LE * Shape and Shape Theory KHURI . Advanced Calculus with Applications in Statistics, Second Edition KHURI, MATHEW, and SlNHA * Statistical Tests for Mixed Linear Models

bKISH Statistical Design for Research KLEIBER and KOTZ * Statistical Size Distributions in Economics and Actuarial Sciences KLUGMAN, PANJER, and WILLMOT * Loss Models: From Data to Decisions KLUGMAN, PANJER, and WILLMOT - Solutions Manual to Accompany Loss Models:

KOTZ, BALAKRISHNAN, and JOHNSON * Continuous Multivariate Distributions,

KOTZ and JOHNSON (editors) - Encyclopedia of Statistical Sciences: Volumes 1 to 9

KOTZ and JOHNSON (editors) * Encyclopedia of Statistical Sciences: Supplement

KOTZ, READ, and BANKS (editors) - Encyclopedia of Statistical Sciences: Update

KOTZ, READ, and BANKS (editors) - Encyclopedia of Statistical Sciences: Update

KOVALENKO, KUZNETZOV, and PEGG * Mathematical Theory of Reliability of

LACHIN - Biostatistical Methods: The Assessment of Relative Risks LAD * Operational Subjective Statistical Methods: A Mathematical, Philosophical, and

LAMPERTI Probability: A Survey of the Mathematical Theory, Second Edition LANGE, RYAN, BILLARD, BRILLINGER, CONQUEST, and GREENHOUSE a

LARSON . Introduction to Probability Theory and Statistical Inference. Third Edition LAWLESS Statistical Models and Methods for Lifetime Data, Second Edition LAWSON . Statistical Methods in Spatial Epidemiology LE . Applied Categorical Data Analysis LE - Applied Survival Analysis LEE and WANG * Statistical Methods for Survival Data Analysis, Third Edition LEPAGE and BILLARD . Exploring the Limits of Bootstrap LEYLAND and GOLDSTEIN (editors) * Multilevel Modelling of Health Statistics LlAO . Statistical Group Comparison LINDVALL . Lectures on the Coupling Method LINHART and ZUCCHINI * Model Selection LITTLE and RUBIN * Statistical Analysis with Missing Data, Second Edition LLOYD * The Statistical Analysis of Categorical Data MAGNUS and NEUDECKER * Matrix Differential Calculus with Applications in

MALLER and ZHOU * Survival Analysis with Long Term Survivors MALLOWS - Design, Data, and Analysis by Some Friends of Cuthbert Daniel MANN, SCHAFER, and SINGPURWALLA * Methods for Statistical Analysis of

MANTON, WOODBURY, and TOLLEY - Statistical Applications Using Fuzzy Sets MARCHETTE * Random Graphs for Statistical Pattern Recognition

Edition

Analysis

From Data to Decisions

Volume 1, Second Edition

with Index

Volume

Volume I

Volume 2

Time-Dependent Systems with Practical Applications

Historical Introduction

Case Studies in Biometry

Statistics and Econometrics, Revised Edition

Reliability and Life Data


MARDIA and JUPP Directional Statistics MASON, GUNST, and HESS . Statistical Design and Analysis of Experiments with

McCULLOCH and SEARLE . Generalized, Linear, and Mixed Models McFADDEN * Management of Data in Clinical Trials

* McLACHLAN . Discriminant Analysis and Statistical Pattern Recognition McLACHLAN and KRISHNAN . The EM Algorithm and Extensions McLACHLAN and PEEL. Finite Mixture Models McNElL * Epidemiological Research Methods MEEKER and ESCOBAR * Statistical Methods for Reliability Data MEERSCHAERT and SCHEFFLER . Limit Distributions for Sums of Independent

MICKEY, DUNN, and CLARK . Applied Statistics: Analysis of Variance and

Applications to Engineering and Science, Second Edition

Random Vectors: Heavy Tails in Theory and Practice

Regression, Third Edition *MILLER * Survival Analysis, Second Edition MONTGOMERY, PECK, and VlNlNG * Introduction to Linear Regression Analysis,

MORGENTHALER and TUKEY - Configural Polysampling: A Route to Practical

MUIRHEAD . Aspects of Multivariate Statistical Theory MULLER and STOYAN . Comparison Methods for Stochastic Models and Risks MURRAY . X-STAT 2.0 Statistical Experimentation, Design Data Analysis, and

MURTHY, XIE, and JlANG . Weibull Models MYERS and MONTGOMERY . Response Surface Methodology: Process and Product

MYERS, MONTGOMERY, and VlNlNG Generalized Linear Models. With

NELSON Accelerated Testing, Statistical Models, Test Plans, and Data Analyses NELSON * Applied Life Data Analysis NEWMAN . Biostatistical Methods in Epidemiology OCHl - Applied Probability and Stochastic Processes in Engineering and Physical

OKABE, BOOTS, SUGIHARA, and CHIU Spatial Tesselations: Concepts and

OLIVER and SMITH . Influence Diagrams, Belief Nets and Decision Analysis PALTA . Quantitative Methods in Population Health: Extensions of Ordinary Regressions PANKRATZ Forecasting with Dynamic Regression Models PANKRATZ - Forecasting with Univariate Box-Jenkins Models: Concepts and Cases

PEfiA, TIAO, and TSAY * A Course in Time Series Analysis PIANTADOSI . Clinical Trials: A Methodologic Perspective PORT * Theoretical Probability for Applications POURAHMADI * Foundations of Time Series Analysis and Prediction Theory PRESS . Bayesian Statistics: Principles, Models, and Applications PRESS . Subjective and Objective Bayesian Statistics, Second Edition PRESS and TANUR . The Subjectivity of Scientists and the Bayesian Approach PUKELSHEIM . Optimal Experimental Design PURI, VILAPLANA, and WERTZ * New Perspectives in Theoretical and Applied

PUTERMAN * Markov Decision Processes: Discrete Stochastic Dynamic Programming

RAUSAND and HBYLAND . System Reliability Theory: Models, Statistical Methods,

Third Edition

Robustness

Nonlinear Optimization

Optimization Using Designed Experiments, Second Edifion

Applications in Engineering and the Sciences

Sciences

Applications of Voronoi Diagrams, Second Edition

*PARZEN . Modern Probability Theory and Its Applications

Statistics

*RAO . Linear Statistical Inference and Its Applications, Second Edition

and Applications, Second Edition


RENCHER 1 Linear Models in Statistics RENCHER - Methods of Multivariate Analysis, Second Edition RENCHER * Multivariate Statistical Inference with Applications

RIPLEY * Stochastic Simulation ROBINSON . Practical Strategies for Experimenting ROHATGI and SALEH An Introduction to Probability and Statistics, Second Edition ROLSKI, SCHMIDLI, SCHMIDT, and TEUGELS * Stochastic Processes for Insurance

ROSENBERGER and LACHIN - Randomization in Clinical Trials: Theory and Practice ROSS . Introduction to Probability and Statistics for Engineers and Scientists ROUSSEEUW and LEROY - Robust Regression and Outlier Detection RUBlN . Multiple Imputation for Nonresponse in Surveys RUBINSTEIN * Simulation and the Monte Carlo Method RUBINSTEIN and MELAMED * Modem Simulation and Modeling RYAN * Modem Regression Methods RYAN . Statistical Methods for Quality Improvement, Second Edition SALTELLI, CHAN, and SCOTT (editors) * Sensitivity Analysis

*SCHEFFE * The Analysis of Variance SCHIMEK - Smoothing and Regression: Approaches, Computation, and Application SCHOTT * Matrix Analysis for Statistics SCHOUTENS . Levy Processes in Finance: Pricing Financial Derivatives SCHUSS . Theory and Applications of Stochastic Differential Equations SCOTT * Multivariate Density Estimation: Theory, Practice, and Visualization

SEARLE - Linear Models for Unbalanced Data SEARLE . Matrix Algebra Useful for Statistics SEARLE, CASELLA. and McCULLOCH - Variance Components SEARLE and WILLETT * Matrix Algebra for Applied Economics SEBER and LEE * Linear Regression Analysis, Second Edition SEBER * Multivariate Observations SEBER and WILD * Nonlinear Regression SENNOTT . Stochastic Dynamic Programming and the Control of Queueing Systems SILVAPULLE and SEN Constrained Statistical Inference: Order, Inequality and Shape

I RIPLEY * Spatial Statistics

and Finance

*SEARLE - Linear Models

Constraints *SERFLING * Approximation Theorems of Mathematical Statistics SHAFER and VOVK * Probability and Finance: It’s Only a Game! SMALL and McLEISH - Hilbert Space Methods in Probability and Statistical Inference SRIVASTAVA . Methods of Multivariate Statistics STAPLETON Linear Statistical Models STAUDTE and SHEATHER Robust Estimation and Testing STOYAN, KENDALL, and MECKE * Stochastic Geometry and Its Applications, Second

Edition STOYAN and STOYAN Fractals, Random Shapes and Point Fields: Methods of

Geometrical Statistics STYAN . The Collected Papers of T. W. Anderson: 1943-1985 SUTTON, ABRAMS, JONES, SHELDON, and SONG Methods for Meta-Analysis in

TAN AKA - Time Series Analysis: Nonstationary and Noninvertible Distribution Theory THOMPSON * Empirical Model Building THOMPSON * Sampling, Second Edition THOMPSON Simulation: A Modeler’s Approach THOMPSON and SEBER * Adaptive Sampling THOMPSON, WILLIAMS, and FINDLAY Models for Investors in Real World Markets

Medical Research


TIAO, BISGAARD, HILL, PEfiA, and STIGLER (editors) * Box on Quality and

TIERNEY . LISP-STAT: An Object-Oriented Environment for Statistical Computing

TSAY * Analysis of Financial Time Series UPTON and FINGLETON * Spatial Data Analysis by Example, Volume I I :

VAN BELLE * Statistical Rules of Thumb VAN BELLE, FISHER, HEAGERTY, and LUMLEY - Biostatistics: A Methodology for

the Health Sciences, Second Edifion VESTRUP * The Theory of Measures and Integration VlDAKOVlC . Statistical Modeling by Wavelets WALLER and GOTWAY . Applied Spatial Statistics for Public Health Data WEISBERG Applied Linear Regression, Second Edition WELSH * Aspects of Statistical Inference WESTFALL and YOUNG * Resampling-Based Multiple Testing: Examples and

WHITTAKER . Graphical Models in Applied Multivariate Statistics WINKER * Optimization Heuristics in Economics: Applications of Threshold Accepting WONNACOTT and WONNACOTT . Econometrics, Second Edifion WOODING * Planning Pharmaceutical Clinical Trials: Basic Statistical Principles WOOLSON and CLARKE . Statistical Methods for the Analysis of Biomedical Data,

WU and HAMADA . Experiments: Planning, Analysis, and Parameter Design

YANG The Construction Theory of Denumerable Markov Processes

ZHOU, OBUCHOWSKI, and McCLISH . Statistical Methods in Diagnostic Medicine

Discovery: with Design, Control, and Robustness

and Dynamic Graphics

Categorical and Directional Data

Methods for p-Value Adjustment

Second Edifion

Optimization

*ZELLNER . An Introduction to Bayesian Inference in Econometrics


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